Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 0 0 3 8
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 0 0 0 2 2
Dealing with the Inventory Risk. A solution to the market making problem 0 1 6 90 5 7 34 341
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 0 4 76 0 0 17 150
General Intensity Shapes in Optimal Liquidation 0 0 0 26 0 0 3 85
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 1 2 23 1 2 8 20
Incorporating Signals into Optimal Trading 1 2 16 16 2 4 9 9
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 1 20 20 1 3 13 13
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 2 48 1 2 11 109
Market impacts and the life cycle of investors orders 0 1 4 8 1 2 7 22
Market microstructure: confronting many viewpoints 0 0 0 0 1 3 6 17
Mean Field Game of Controls and An Application To Trade Crowding 0 1 18 18 1 2 8 8
Mini-symposium on automatic differentiation and its applications in the financial industry 1 2 13 13 5 12 21 21
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE 0 1 4 10 1 2 7 22
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 0 1 1
Optimal Portfolio Liquidation with Limit Orders 0 0 0 67 0 1 10 185
Optimal algorithmic trading and market microstructure 0 2 11 212 2 5 28 356
Optimal posting price of limit orders: learning by trading 0 1 2 53 1 2 5 153
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 84 0 0 2 163
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 34 0 0 0 64
Optimal starting times, stopping times and risk measures for algorithmic trading 1 1 5 64 2 2 12 158
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 1 56 0 0 5 90
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 4 57 0 0 10 136
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 4 40 0 3 7 68
Simulating and analyzing order book data: The queue-reactive model 0 0 2 29 0 0 5 49
Total Working Papers 3 15 118 1,044 24 52 234 2,250


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 0 0 0 0 0 0 0
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 1 2 2 0 1 2 14
Real-time market microstructure analysis: online transaction cost analysis 0 0 0 6 0 1 5 37
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 0 2 3 1 1 6 10
Total Journal Articles 0 1 4 11 1 3 13 61
1 registered items for which data could not be found


Statistics updated 2017-10-05